+11.9%
U vs SPYG
+98.4%
-86.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | +4.4% | +0.3% | +4.0% | +3.9% |
| 30D | -1.3% | -1.7% | +0.4% | +1.1% |
| 3M | +49.6% | +3.6% | +45.9% | +41.2% |
| 6M | +100.2% | +16.6% | +83.6% | +57.3% |
| YTD | -3.7% | +13.4% | -17.1% | -19.7% |
| 1Y | -6.5% | +19.6% | -26.1% | -27.2% |
| All | +11.9% | +98.4% | -86.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling